+31.1%
NLY vs BURL
-13.9%
+44.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.9% |
| 30D | -1.4% | -30.8% | +29.4% | +5.6% |
| 3M | +12.0% | -18.7% | +30.7% | +16.1% |
| 6M | +8.3% | -16.4% | +24.8% | +11.4% |
| YTD | +8.6% | -11.6% | +20.2% | +10.2% |
| 1Y | +16.9% | -12.0% | +28.9% | +18.1% |
| 3Y | +71.0% | +63.6% | +7.4% | +47.9% |
| 5Y | +31.1% | -12.6% | +43.6% | +20.5% |
| All | +31.1% | -13.9% | +44.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling